+115.8%
GCV vs VT
+215.5%
-99.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | -4.3% | -2.3% | -2.0% | -2.8% |
| 30D | -8.8% | -5.0% | -3.8% | -5.6% |
| 3M | -16.8% | -4.9% | -11.9% | -14.0% |
| 6M | -13.5% | -1.5% | -11.9% | -12.6% |
| YTD | -2.0% | +8.5% | -10.5% | -7.4% |
| 1Y | -2.3% | +11.4% | -13.6% | -9.3% |
| 3Y | +51.4% | +70.1% | -18.7% | +4.0% |
| 5Y | -1.1% | +53.7% | -54.9% | -27.5% |
| All | +115.8% | +215.5% | -99.7% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling